Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47858.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46463.44 Kr¶

PnL: ---------------------------------------> -425.13 Kr¶

DD now: ---------------------------------> -1.587 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:22:46.297166'

Anic Portfolio¶

Today¶

Return: 0.683 %¶

This Week¶

Return: 0.683 %¶

Total¶

Return: 56.676 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.500000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.130000 2789.500000 153.500000 5.820000 2636.000010
Corem Property Group B 59 2.110000 656.670000 79.670000 13.810000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.520000 427.200000 72.200000 20.340000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 0.840000 718.000000 45.000000 6.690000 673.000000
Nordea Bank Abp 29 0.960000 3482.320000 28.320000 0.820000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.300000 262.560000 16.560000 6.730000 246.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Intrum 4 1.350000 539.600000 12.600000 2.390000 527.000000
Midsona B 63 0.320000 594.090000 11.090000 1.900000 582.999984
Norva24 Group 16 -0.170000 552.320000 9.320000 1.720000 543.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
OEM International B 7 0.000000 536.900000 8.900000 1.690000 527.999997
Boozt 12 -0.500000 1662.000000 8.000000 0.480000 1653.999996
Essity B 2 0.730000 580.600000 6.600000 1.150000 574.000000
Coor Service Management Hold. 8 -1.390000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -0.980000 579.260000 5.260000 0.920000 573.999998
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.500000 548.500000 2.500000 0.460000 546.000000
Securitas B 6 0.750000 567.840000 -2.160000 -0.380000 570.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 1.200000 524.160000 -9.840000 -1.840000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 1.190000 3321.600000 -55.400000 -1.640000 3377.000000
International Petroleum Corp. 5 1.440000 528.000000 -66.570000 -11.200000 594.565215
Vivesto 1368 0.000000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 0.180000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 0.040000 3556.800000 -199.200000 -5.300000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 3.130000 3088.800000 -273.200000 -8.130000 3361.999992
TOTAL 46463.440000 -425.130000 -1.58662% 46888.564618

Updated:¶

'2023-01-16 09:22:58.822163'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶